Publications

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2007
Coelho, Carlos A., and Filipe J. Marques. "Near-exact approximations for the likelihood ratio test statistic for testing equality of several variance-covariance matrices." Universidade Nova de Lisboa, Departamento de Matemática, Relatório Técnico. 12 (2007): 2007. Abstract
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2008
Marques, Filipe J., and Carlos A. Coelho. "Near-exact distributions for the sphericity likelihood ratio test statistic." Journal of Statistical Planning and Inference. 138 (2008): 726-741. Abstract
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2009
Coelho, Carlos A., and Filipe J. Marques. "The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics." Linear Algebra and Its Applications. 430 (2009): 2592-2606. Abstract
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2010
Marques, Filipe J., and Carlos A. Coelho. "The Exact and Near-Exact Distributions of the Likelihood Ratio Statistic for the Block Sphericity Test." AIP Conference Proceedings. Vol. 1281. AIP, 2010. 1237-1240. Abstract
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Coelho, Carlos A., Barry C. Arnold, and Filipe J. Marques. "Near-exact distributions for certain likelihood ratio test statistics." Journal of Statistical Theory and Practice. 4 (2010): 711-725. Abstract
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Coelho, Carlos A., and Filipe J. Marques. "Near-exact distributions for the independence and sphericity likelihood ratio test statistics." Journal of Multivariate Analysis. 101 (2010): 583-593. Abstract
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Marques, Filipe J., and Carlos? Coelho. "O teste de esfericidade para várias amostras - Como usar a decomposição da hipótese nula na construção de aproximações quase-exactas para a estat{\'ıstoca de teste." (2010). Abstract
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Marques, Filipe J., Carlos A. Coelho, and Miguel de Carvalho Exact and Near-Exact Distribution of Positive Linear Combinations of Independent Gumbel Random Variables. Departamento de Matemática da Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa e do Centro de Matemática e Aplicações da Universidade Nova de Lisboa, 2010. Abstract

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2011
Marques, Filipe J., and Carlos A. Coelho. "The exact and near-exact distributions of the likelihood ratio test statistics for testing circular symmetry." Univ. Nova de Lisboa, CMA. 1 (2011): 2011. Abstract
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Coelho, CA, FJ Marques, and BC Arnold. "A general approach to the exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate Normal setting." Preprint. 15 (2011): 2011. Abstract
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